V-Lab
Uber Technologies, Inc. EGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
45.03%
decreased by 2.64%
1 Week
45.43%
decreased by 2.24%
1 Month
46.59%
decreased by 1.08%
Analysis last updated: Friday, August 14, 2026 at 10:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 10, 2019 to Aug 14, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 335% more than equivalent positive returns.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1259 | 8.91*** |
α ARCH Response to squared shocks | 0.1490 | 17.09*** |
β GARCH Volatility persistence | 0.9441 | 186.18*** |
γ leverage Additional response to negative shocks | -0.0933 | -10.89*** |
Persistence:
0.944
Half-life:
12 days
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